We study smoking persistence in ten countries using data from the European Community Household Panel. Such persistence … model. -- Smoking ; panel data ; selectivity … two by using semi-parametric dynamic panel data methods applied to both the decision to smoke or not and to the decision …

We study smoking persistence in ten countries using data from the European Community Household Panel. Such persistence … two by using semi-parametric dynamic panel data methods applied to both the decision to smoke or not and to the decision … selectivity. We find that for both smoking decisions true state dependence is in general much smaller when unobserved individual …

We provide new cross-country evidence on smoking persistence in Europe, which can be due to both true state dependence … and individual unobserved heterogeneity. We distinguish between the two by using semi-parametric panel data selection … methods, applied to both the smoking participation and the cigarette consumption decision. We find that for both smoking …